Volatility Jump of Multi-Power and Maximum Outlyingness with Periodicity Filters in China yuan/US dollar Exchange Rates

이재득 2022년
논문상세정보
' Volatility Jump of Multi-Power and Maximum Outlyingness with Periodicity Filters in China yuan/US dollar Exchange Rates' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • China Yuan
  • Jump
  • Periodicity Filter
  • maxoutlyingness
  • us-dollar
  • volatility
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
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' Volatility Jump of Multi-Power and Maximum Outlyingness with Periodicity Filters in China yuan/US dollar Exchange Rates' 의 참고문헌

  • 파워 변동성과 불연속적인 일중 점프 및 일간 점프의 주기성에 대한 비모수적 추정
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